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Si Cheng
Tytuł
Cytowane przez
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Sustainable Investing with ESG Rating Uncertainty
D Avramov, S Cheng, A Lioui, A Tarelli
Journal of Financial Economics 145 (2), 642-664, 2022
9052022
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
D Avramov, S Cheng, L Metzker
Management Science 69 (5), 2587-2619, 2023
2122023
Time-Varying Liquidity and Momentum Profits
D Avramov, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016
212*2016
Short-Term Reversals: The Effects of Past Returns and Institutional Exits
S Cheng, A Hameed, A Subrahmanyam, S Titman
Journal of Financial and Quantitative Analysis 52 (1), 143-173, 2017
113*2017
Scaling up Market Anomalies
D Avramov, S Cheng, A Schreiber, K Shemer
Journal of Investing 26 (3), 89-105, 2017
732017
Mutual Funds and Mispriced Stocks
D Avramov, S Cheng, A Hameed
Management Science 66 (6), 2372-2395, 2020
502020
Private Company Valuations by Mutual Funds
V Agarwal, BM Barber, S Cheng, A Hameed, A Yasuda
Review of Finance 27 (2), 693-738, 2023
492023
The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs
S Cheng, M Massa, H Zhang
Review of Asset Pricing Studies 9 (2), 296-355, 2019
44*2019
Integrating Factor Models
D Avramov, S Cheng, L Metzker, S Voigt
Journal of Finance 78 (3), 1593-1646, 2023
362023
Investor Heterogeneity and Liquidity
K Chan, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 57 (7), 2798-2833, 2022
172022
What Should Investors Care About? Mutual Fund Ratings by Analysts vs. Machine Learning Technique
S Cheng, R Lu, X Zhang
Available at SSRN 3702749, 2020
14*2020
Human Capital and the Structure of the Mutual Fund Industry
S Cheng, M Massa, M Spiegel, H Zhang
Working Paper, Queen’s University, 2012
82012
Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds
V Agarwal, BM Barber, S Cheng, A Hameed, H Shanker, A Yasuda
62023
Active Fund Management When ESG Matters
D Avramov, S Cheng, A Tarelli
Available at SSRN 4182602, 2022
52022
Third-party cookies, data sharing, and return Comovement
S Cheng, Y Lin, R Lu, X Zhang
Working Paper, 2022
52022
Short-Sale Constraints and the Pricing of Managerial Skills
M Massa, H Zhang, S Cheng
Available at SSRN 2125586, 2015
4*2015
Tax Evasion and Information Production: Evidence from the FATCA
S Cheng, M Massa, H Zhang
PBCSF-NIFR Research Paper, 2023
3*2023
Catering Through Globalization: Cross-border Expansion and Misallocation in the Global Mutual Fund Industry
S Cheng, M Massa, H Zhang
Available at SSRN 3167165, 2018
3*2018
Institutional Ownership, Retail Trading and Stock Return Comovement
S Cheng
24th Australasian Finance and Banking Conference, 2011
12011
Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Foreign Portfolio Flows
S Cheng, M Massa, H Zhang
Income Inequality: The Surprising Role of Delegated Foreign Portfolio Flows …, 2024
2024
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